+101.5%
CFG vs PAYC
-53.3%
+154.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | 0.0% |
| 7D | +2.7% | -7.9% | +10.6% | +4.4% |
| 30D | -3.7% | +2.1% | -5.8% | -4.3% |
| 3M | +9.5% | +61.8% | -52.3% | -2.6% |
| 6M | +22.2% | +59.9% | -37.7% | +8.2% |
| YTD | +22.3% | +38.5% | -16.2% | +11.8% |
| 1Y | +39.4% | -1.4% | +40.8% | +38.4% |
| 3Y | +188.5% | -21.0% | +209.5% | +190.7% |
| 5Y | +101.5% | -52.9% | +154.5% | +100.3% |
| All | +101.5% | -53.3% | +154.8% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling